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First-Order Methods (9 Lectures)
Tue., Aug. 28: Lecture 1: Introduction [+]
Thu., Aug. 30: Lecture 2: More intro; gradient descent [+]
Tue., Sep. 4: Lecture 3: Convexity [+]
Thu., Sep. 6: Lecture 4: More convexity; first-order methods [+]
Tue., Sep. 11: Lecture 5: Gradient descent revisited [+]
Thu., Sep. 13: Lecture 6: Subgradient method [+]
Tue., Sep. 18: Lecture 7: Subgradient method continued [+]
Thu., Sep. 20: Lecture 8: Generalized gradient descent [+]
Tue., Sep. 25: Lecture 9: Acceleration [+]
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Netwon's Method, Duality, and More (15 Lectures)
Thu., Sep. 27: Lecture 10: Matrix differentials [+]
Tue., Oct. 2: Lecture 11: Matrix differentials; Newton's method [+]
Thu., Oct. 4: Lecture 12: Newton's method [+]
Tue., Oct. 9: Lecture 13: LPs [+]
Thu., Oct. 11: Lecture 14: LPs [+]
Tue., Oct. 16: Lecture 15: Duality [+]
Thu., Oct. 18: Lecture 16: KKT conditions [+]
Tue., Oct. 23: Lecture 17: Duality correspondences [+]
Thu., Oct. 25: Lecture 18: Uses of duality [+]
Tue., Oct. 30: Lecture 19: ADMM, mirror descent [+]
Thu., Nov. 1: Lecture 20: Quadratic programs, cone programs [+]
Tue., Nov. 6: Midterm
Thu., Nov. 8: Lecture 21: QP and cone program duality; support vector machines [+]
Tue., Nov. 13: Lecture 22: SVMs; interior point methods [+]
Thu., Nov. 15: Lecture 23: Interior point methods [+]
Tue., Nov. 20: Lecture 24: Interior point methods continued [+]
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Advanced Topics (4 Lectures)
Tue., Nov. 27: Lecture 25: Coordinate descent [+]
Thu., Nov. 29: Lecture 26: Path algorithms [+]
Tue., Dec. 4: Lecture 27: Dual averaging [+]
Thu., Dec. 6: Lecture 28: Polynomial programs